+4,100.0%
CMG vs EL
+638.4%
+3,461.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.6% |
| 7D | -2.8% | +0.8% | -3.6% | -3.1% |
| 30D | +7.1% | +19.8% | -12.7% | +0.4% |
| 3M | +31.2% | +25.7% | +5.4% | +20.6% |
| 6M | +0.7% | +5.4% | -4.8% | -2.7% |
| YTD | -0.1% | +0.2% | -0.3% | -2.9% |
| 1Y | -10.7% | +20.4% | -31.2% | -19.2% |
| 3Y | -4.7% | -32.1% | +27.5% | -2.7% |
| 5Y | -3.8% | -67.2% | +63.4% | +28.6% |
| 10Y | +352.5% | +31.7% | +320.7% | +219.9% |
| All | +4,100.0% | +638.4% | +3,461.6% | +1,184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling